Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2030 01992 6.890000400 14,596,410.0000 921,884.98 08/31/2015 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 3,157,916.85 08/31/2015 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 3,157.92 08/31/2015 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 341,181.34 08/31/2015 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 433,076.72 08/31/2015 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 143,243.11 08/31/2015 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 2,131,278.08 08/31/2015 12X4226 1226301 09/30/2046 01992 6.890000400 745,000.0000 47,052.96 08/31/2015 12X4226 1226301 09/30/2047 01992 6.890000400 3,213,000.0000 202,927.74 08/31/2015 12X4226 1226301 09/30/2048 01992 6.890000400 4,366,000.0000 275,749.30 08/31/2015 12X4226 1226301 09/30/2049 01992 6.890000400 5,404,000.0000 341,307.65 08/31/2015 12X4226 1226301 09/30/2032 01993 6.959998800 30,400,000.0000 1,939,519.67 08/31/2015 12X4226 1226301 09/30/2033 01993 6.959998800 8,000,000.0000 510,399.91 08/31/2015 12X4226 1226301 09/30/2034 01993 6.959998800 15,000,000.0000 956,999.84 08/31/2015 12X4226 1226301 09/30/2036 01993 6.959998800 18,000,000.0000 1,148,399.80 08/31/2015 12X4226 1226301 09/30/2039 01993 6.959998800 13,150,000.0000 838,969.86 08/31/2015 12X4226 1226301 09/30/2040 01993 6.959998800 8,952,000.0000 571,137.50 08/31/2015 12X4226 1226301 09/30/2041 01993 6.959998800 6,679,000.0000 426,120.13 08/31/2015 12X4226 1226301 09/30/2042 01993 6.959998800 37,590,000.0000 2,398,241.59 08/31/2015 12X4226 1226301 09/30/2043 01993 6.959998800 6,100,000.0000 389,179.93 08/31/2015 12X4226 1226301 09/30/2044 01993 6.959998800 77,000.0000 4,912.60 08/31/2015 12X4226 1226301 09/30/2046 01993 6.959998800 2,485,000.0000 158,542.97 08/31/2015 12X4226 1226301 09/30/2047 01993 6.959998800 4,445,000.0000 283,590.95 08/31/2015 12X4226 1226301 09/30/2048 01993 6.959998800 9,102,000.0000 580,707.50 08/31/2015 12X4226 1226301 09/30/2049 01993 6.959998800 4,234,000.0000 270,129.15 08/31/2015 12X4226 1226301 09/30/2032 01994 6.710000400 62,850,526.0000 3,865,831.33 08/31/2015 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,845,250.11 08/31/2015 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 307,541.69 08/31/2015 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 799,608.38 08/31/2015 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 568,952.12 08/31/2015 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 791,919.84 08/31/2015 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 305,388.89 08/31/2015 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,617,118.23 08/31/2015 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 473,614.19 08/31/2015 12X4226 1226301 09/30/2044 01994 6.710000400 85,000.0000 5,228.21 08/31/2015 12X4226 1226301 09/30/2046 01994 6.710000400 22,000.0000 1,353.18 08/31/2015 12X4226 1226301 09/30/2047 01994 6.710000400 4,154,000.0000 255,505.63 08/31/2015 12X4226 1226301 09/30/2048 01994 6.710000400 4,753,000.0000 292,349.13 08/31/2015 12X4226 1226301 09/30/2049 01994 6.710000400 13,226,000.0000 813,509.27 08/31/2015 12X4226 1226301 09/30/2033 01995 6.559999200 120,400,000.0000 7,240,052.45 08/31/2015 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,322,933.17 08/31/2015 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 300,666.63 08/31/2015 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 733,626.58 08/31/2015 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 465,612.34 08/31/2015 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 439,514.48 08/31/2015 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,752,783.40 08/31/2015 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 222,493.31 08/31/2015 12X4226 1226301 09/30/2044 01995 6.559999200 112,000.0000 6,734.93 08/31/2015 12X4226 1226301 09/30/2045 01995 6.559999200 8,000,000.0000 481,066.61 08/31/2015 12X4226 1226301 09/30/2046 01995 6.559999200 1,507,000.0000 90,620.92 08/31/2015 12X4226 1226301 09/30/2047 01995 6.559999200 4,794,000.0000 288,279.16 08/31/2015 12X4226 1226301 09/30/2048 01995 6.559999200 8,238,000.0000 495,378.34 08/31/2015 12X4226 1226301 09/30/2049 01995 6.559999200 15,086,000.0000 907,171.36 08/31/2015 12X4226 1226301 09/30/2033 01996 6.260000400 68,945,771.0000 3,956,338.41 08/31/2015 12X4226 1226301 09/30/2034 01996 6.260000400 29,000,000.0000 1,664,116.77 08/31/2015 12X4226 1226301 09/30/2036 01996 6.260000400 23,000,000.0000 1,319,816.75 08/31/2015 12X4226 1226301 09/30/2038 01996 6.260000400 1,000,000.0000 57,383.34 08/31/2015 12X4226 1226301 09/30/2039 01996 6.260000400 7,600,000.0000 436,113.36 08/31/2015 12X4226 1226301 09/30/2040 01996 6.260000400 44,441,000.0000 2,550,172.88 08/31/2015 12X4226 1226301 09/30/2041 01996 6.260000400 5,189,000.0000 297,762.14 08/31/2015 12X4226 1226301 09/30/2042 01996 6.260000400 30,500,000.0000 1,750,191.78 08/31/2015 12X4226 1226301 09/30/2043 01996 6.260000400 3,652,000.0000 209,563.95 08/31/2015 12X4226 1226301 09/30/2044 01996 6.260000400 28,000.0000 1,606.73 08/31/2015 12X4226 1226301 09/30/2045 01996 6.260000400 7,718,000.0000 442,884.59 08/31/2015 12X4226 1226301 09/30/2046 01996 6.260000400 1,188,000.0000 68,171.40 08/31/2015 12X4226 1226301 09/30/2047 01996 6.260000400 2,586,000.0000 148,393.31 08/31/2015 12X4226 1226301 09/30/2048 01996 6.260000400 3,640,000.0000 208,875.35 08/31/2015 12X4226 1226301 09/30/2049 01996 6.260000400 12,790,000.0000 733,932.88 08/31/2015 12X4226 1226301 09/30/2034 01997 6.030000000 31,683,479.0000 1,751,304.30 08/31/2015 12X4226 1226301 09/30/2036 01997 6.030000000 68,000,000.0000 3,758,700.00 08/31/2015 12X4226 1226301 09/30/2038 01997 6.030000000 12,000,000.0000 663,300.00 08/31/2015 12X4226 1226301 09/30/2039 01997 6.030000000 14,200,000.0000 784,905.00 08/31/2015 12X4226 1226301 09/30/2040 01997 6.030000000 136,035,000.0000 7,519,334.63 08/31/2015 12X4226 1226301 09/30/2041 01997 6.030000000 4,913,000.0000 271,566.08 08/31/2015 12X4226 1226301 09/30/2042 01997 6.030000000 47,484,000.0000 2,624,678.10 08/31/2015 12X4226 1226301 09/30/2043 01997 6.030000000 5,100,000.0000 281,902.50 08/31/2015 12X4226 1226301 09/30/2044 01997 6.030000000 2,087,000.0000 115,358.93 08/31/2015 12X4226 1226301 09/30/2045 01997 6.030000000 129,000.0000 7,130.48 08/31/2015 12X4226 1226301 09/30/2047 01997 6.030000000 4,558,000.0000 251,943.45 08/31/2015 12X4226 1226301 09/30/2048 01997 6.030000000 7,352,000.0000 406,381.80 08/31/2015 12X4226 1226301 09/30/2049 01997 6.030000000 15,792,000.0000 872,902.80 08/31/2015 12X4226 1226301 09/30/2036 01998 5.889999600 125,886,000.0000 6,796,794.49 08/31/2015 12X4226 1226301 09/30/2037 01998 5.889999600 18,750,000.0000 1,012,343.68 08/31/2015 12X4226 1226301 09/30/2038 01998 5.889999600 28,000,000.0000 1,511,766.56 08/31/2015 12X4226 1226301 09/30/2039 01998 5.889999600 25,500,000.0000 1,376,787.41 08/31/2015 12X4226 1226301 09/30/2040 01998 5.889999600 53,052,970.0000 2,864,418.08 08/31/2015 12X4226 1226301 09/30/2041 01998 5.889999600 10,475,000.0000 565,562.67 08/31/2015 12X4226 1226301 09/30/2042 01998 5.889999600 42,229,000.0000 2,280,013.94 08/31/2015 12X4226 1226301 09/30/2043 01998 5.889999600 19,113,000.0000 1,031,942.65 08/31/2015 12X4226 1226301 09/30/2044 01998 5.889999600 3,659,000.0000 197,555.49 08/31/2015 12X4226 1226301 09/30/2045 01998 5.889999600 29,000.0000 1,565.76 08/31/2015 12X4226 1226301 09/30/2046 01998 5.889999600 1,358,000.0000 73,320.68 08/31/2015 12X4226 1226301 09/30/2047 01998 5.889999600 2,927,000.0000 158,033.60 08/31/2015 12X4226 1226301 09/30/2048 01998 5.889999600 7,798,000.0000 421,026.99 08/31/2015 12X4226 1226301 09/30/2049 01998 5.889999600 13,973,000.0000 754,425.51 08/31/2015 12X4226 1226301 09/30/2022 01999 5.659999200 5,776,000.0000 299,678.09 08/31/2015 12X4226 1226301 09/30/2036 01999 5.659999200 84,429,194.0000 4,380,467.40 08/31/2015 12X4226 1226301 09/30/2037 01999 5.659999200 31,250,000.0000 1,621,353.94 08/31/2015 12X4226 1226301 09/30/2038 01999 5.659999200 58,000,000.0000 3,009,232.91 08/31/2015 12X4226 1226301 09/30/2039 01999 5.659999200 44,200,000.0000 2,293,243.01 08/31/2015 12X4226 1226301 09/30/2040 01999 5.659999200 24,227,000.0000 1,256,977.34 08/31/2015 12X4226 1226301 09/30/2041 01999 5.659999200 9,980,000.0000 517,795.59 08/31/2015 12X4226 1226301 09/30/2042 01999 5.659999200 48,054,000.0000 2,493,201.35 08/31/2015 12X4226 1226301 09/30/2043 01999 5.659999200 7,741,000.0000 401,628.83 08/31/2015 12X4226 1226301 09/30/2044 01999 5.659999200 11,319,000.0000 587,267.37 08/31/2015 12X4226 1226301 09/30/2045 01999 5.659999200 8,721,000.0000 452,474.49 08/31/2015 12X4226 1226301 09/30/2046 01999 5.659999200 40,000.0000 2,075.33 08/31/2015 12X4226 1226301 09/30/2047 01999 5.659999200 367,000.0000 19,041.18 08/31/2015 12X4226 1226301 09/30/2048 01999 5.659999200 6,566,000.0000 340,665.92 08/31/2015 12X4226 1226301 09/30/2049 01999 5.659999200 22,191,000.0000 1,151,342.89 08/31/2015 12X4226 1226301 09/30/2037 02000 5.420001600 34,650,000.0000 1,721,528.01 08/31/2015 12X4226 1226301 09/30/2038 02000 5.420001600 111,000,000.0000 5,514,851.63 08/31/2015 12X4226 1226301 09/30/2039 02000 5.420001600 91,700,000.0000 4,555,963.01 08/31/2015 12X4226 1226301 09/30/2040 02000 5.420001600 36,113,000.0000 1,794,214.75 08/31/2015 12X4226 1226301 09/30/2041 02000 5.420001600 25,985,000.0000 1,291,021.80 08/31/2015 12X4226 1226301 09/30/2042 02000 5.420001600 79,191,000.0000 3,934,474.01 08/31/2015 12X4226 1226301 09/30/2043 02000 5.420001600 15,114,000.0000 750,914.12 08/31/2015 12X4226 1226301 09/30/2044 02000 5.420001600 706,000.0000 35,076.44 08/31/2015 12X4226 1226301 09/30/2045 02000 5.420001600 10,523,000.0000 522,817.87 08/31/2015 12X4226 1226301 09/30/2046 02000 5.420001600 7,923,000.0000 393,641.17 08/31/2015 12X4226 1226301 09/30/2047 02000 5.420001600 2,544,000.0000 126,394.44 08/31/2015 12X4226 1226301 09/30/2048 02000 5.420001600 4,099,000.0000 203,652.04 08/31/2015 12X4226 1226301 09/30/2049 02000 5.420001600 14,411,000.0000 715,986.73 08/31/2015 12X4226 1226301 09/30/2038 02001 5.000000400 35,288,281.0000 1,617,379.68 08/31/2015 12X4226 1226301 09/30/2039 02001 5.000000400 163,000,000.0000 7,470,833.93 08/31/2015 12X4226 1226301 09/30/2040 02001 5.000000400 87,344,600.0000 4,003,294.49 08/31/2015 12X4226 1226301 09/30/2041 02001 5.000000400 48,088,000.0000 2,204,033.51 08/31/2015 12X4226 1226301 09/30/2042 02001 5.000000400 58,527,000.0000 2,682,487.71 08/31/2015 12X4226 1226301 09/30/2043 02001 5.000000400 20,095,000.0000 921,020.91 08/31/2015 12X4226 1226301 09/30/2044 02001 5.000000400 3,679,000.0000 168,620.85 08/31/2015 12X4226 1226301 09/30/2045 02001 5.000000400 3,519,000.0000 161,287.51 08/31/2015 12X4226 1226301 09/30/2046 02001 5.000000400 18,413,000.0000 843,929.23 08/31/2015 12X4226 1226301 09/30/2047 02001 5.000000400 1,435,000.0000 65,770.84 08/31/2015 12X4226 1226301 09/30/2048 02001 5.000000400 4,098,000.0000 187,825.02 08/31/2015 12X4226 1226301 09/30/2049 02001 5.000000400 6,938,000.0000 317,991.69 08/31/2015 12X4226 1226301 09/30/2039 02002 4.839998400 79,197,589.0000 3,513,731.87 08/31/2015 12X4226 1226301 09/30/2040 02002 4.839998400 236,472,000.0000 10,491,470.93 08/31/2015 12X4226 1226301 09/30/2041 02002 4.839998400 101,381,000.0000 4,497,935.55 08/31/2015 12X4226 1226301 09/30/2042 02002 4.839998400 177,538,000.0000 7,876,766.66 08/31/2015 12X4226 1226301 09/30/2043 02002 4.839998400 42,528,000.0000 1,886,824.98 08/31/2015 12X4226 1226301 09/30/2044 02002 4.839998400 26,118,000.0000 1,158,768.22 08/31/2015 12X4226 1226301 09/30/2045 02002 4.839998400 36,708,000.0000 1,628,611.06 08/31/2015 12X4226 1226301 09/30/2046 02002 4.839998400 4,502,000.0000 199,738.67 08/31/2015 12X4226 1226301 09/30/2047 02002 4.839998400 8,741,000.0000 387,808.91 08/31/2015 12X4226 1226301 09/30/2048 02002 4.839998400 3,169,000.0000 140,597.92 08/31/2015 12X4226 1226301 09/30/2049 02002 4.839998400 12,587,000.0000 558,443.05 08/31/2015 12X4226 1226301 09/30/2040 02003 4.759999200 111,739,524.0000 4,875,567.08 08/31/2015 12X4226 1226301 09/30/2041 02003 4.759999200 118,980,000.0000 5,191,493.13 08/31/2015 12X4226 1226301 09/30/2042 02003 4.759999200 123,287,000.0000 5,379,421.86 08/31/2015 12X4226 1226301 09/30/2043 02003 4.759999200 97,576,000.0000 4,257,565.42 08/31/2015 12X4226 1226301 09/30/2044 02003 4.759999200 17,934,000.0000 782,520.07 08/31/2015 12X4226 1226301 09/30/2045 02003 4.759999200 32,073,000.0000 1,399,451.66 08/31/2015 12X4226 1226301 09/30/2046 02003 4.759999200 4,610,000.0000 201,149.63 08/31/2015 12X4226 1226301 09/30/2047 02003 4.759999200 4,521,000.0000 197,266.27 08/31/2015 12X4226 1226301 09/30/2048 02003 4.759999200 3,236,000.0000 141,197.44 08/31/2015 12X4226 1226301 09/30/2049 02003 4.759999200 600,000.0000 26,180.00 08/31/2015 12X4226 1226301 09/30/2050 02003 4.759999200 444,000.0000 19,373.20 08/31/2015 12X4226 1226301 09/30/2041 02004 4.690000800 124,453,548.0000 5,350,466.36 08/31/2015 12X4226 1226301 09/30/2042 02004 4.690000800 233,961,000.0000 10,058,375.04 08/31/2015 12X4226 1226301 09/30/2043 02004 4.690000800 112,982,000.0000 4,857,285.31 08/31/2015 12X4226 1226301 09/30/2044 02004 4.690000800 53,536,000.0000 2,301,602.26 08/31/2015 12X4226 1226301 09/30/2045 02004 4.690000800 14,227,000.0000 611,642.55 08/31/2015 12X4226 1226301 09/30/2046 02004 4.690000800 16,508,000.0000 709,706.55 08/31/2015 12X4226 1226301 09/30/2047 02004 4.690000800 10,433,000.0000 448,532.13 08/31/2015 12X4226 1226301 09/30/2048 02004 4.690000800 4,490,000.0000 193,032.62 08/31/2015 12X4226 1226301 09/30/2049 02004 4.690000800 10,863,000.0000 467,018.55 08/31/2015 12X4226 1226301 09/30/2042 02005 4.520001600 156,469,153.0000 6,483,040.87 08/31/2015 12X4226 1226301 09/30/2043 02005 4.520001600 176,866,000.0000 7,328,150.53 08/31/2015 12X4226 1226301 09/30/2044 02005 4.520001600 95,770,000.0000 3,968,071.74 08/31/2015 12X4226 1226301 09/30/2045 02005 4.520001600 104,436,000.0000 4,327,133.13 08/31/2015 12X4226 1226301 09/30/2046 02005 4.520001600 65,126,000.0000 2,698,388.22 08/31/2015 12X4226 1226301 09/30/2047 02005 4.520001600 25,193,000.0000 1,043,830.34 08/31/2015 12X4226 1226301 09/30/2048 02005 4.520001600 24,742,000.0000 1,025,143.90 08/31/2015 12X4226 1226301 09/30/2049 02005 4.520001600 20,124,000.0000 833,804.70 08/31/2015 12X4226 1226301 09/30/2050 02005 4.520001600 97,000.0000 4,019.03 08/31/2015 12X4226 1226301 09/30/2042 02006 4.340001600 14,255,750.0000 567,141.46 08/31/2015 12X4226 1226301 09/30/2043 02006 4.340001600 290,126,000.0000 11,542,183.62 08/31/2015 12X4226 1226301 09/30/2044 02006 4.340001600 182,138,000.0000 7,246,059.44 08/31/2015 12X4226 1226301 09/30/2045 02006 4.340001600 112,058,000.0000 4,458,042.41 08/31/2015 12X4226 1226301 09/30/2046 02006 4.340001600 86,045,000.0000 3,423,158.18 08/31/2015 12X4226 1226301 09/30/2047 02006 4.340001600 63,962,000.0000 2,544,622.50 08/31/2015 12X4226 1226301 09/30/2048 02006 4.340001600 25,708,000.0000 1,022,750.31 08/31/2015 12X4226 1226301 09/30/2049 02006 4.340001600 8,059,000.0000 320,614.00 08/31/2015 12X4226 1226301 09/30/2050 02006 4.340001600 2,136,000.0000 84,977.23 08/31/2015 12X4226 1226301 09/30/2043 02007 3.930001200 20,522,882.0000 739,337.05 08/31/2015 12X4226 1226301 09/30/2044 02007 3.930001200 227,809,000.0000 8,206,821.73 08/31/2015 12X4226 1226301 09/30/2045 02007 3.930001200 197,431,000.0000 7,112,453.95 08/31/2015 12X4226 1226301 09/30/2046 02007 3.930001200 167,157,000.0000 6,021,832.76 08/31/2015 12X4226 1226301 09/30/2047 02007 3.930001200 82,700,000.0000 2,979,268.41 08/31/2015 12X4226 1226301 09/30/2048 02007 3.930001200 89,976,000.0000 3,241,386.39 08/31/2015 12X4226 1226301 09/30/2049 02007 3.930001200 9,060,000.0000 326,386.60 08/31/2015 12X4226 1226301 09/30/2050 02007 3.930001200 7,588,000.0000 273,357.78 08/31/2015 12X4226 1226301 09/30/2045 02008 3.420000000 260,356,000.0000 8,162,160.60 08/31/2015 12X4226 1226301 09/30/2046 02008 3.420000000 246,347,000.0000 7,722,978.45 08/31/2015 12X4226 1226301 09/30/2047 02008 3.420000000 171,083,000.0000 5,363,452.05 08/31/2015 12X4226 1226301 09/30/2048 02008 3.420000000 173,188,000.0000 5,429,443.80 08/31/2015 12X4226 1226301 09/30/2049 02008 3.420000000 92,628,000.0000 2,903,887.80 08/31/2015 12X4226 1226301 09/30/2050 02008 3.420000000 6,790,000.0000 212,866.50 08/31/2015 12X4226 1226301 09/30/2045 02009 3.060000000 69,272,409.0000 1,943,091.07 08/31/2015 12X4226 1226301 09/30/2046 02009 3.060000000 316,278,000.0000 8,871,597.90 08/31/2015 12X4226 1226301 09/30/2047 02009 3.060000000 289,781,000.0000 8,128,357.05 08/31/2015 12X4226 1226301 09/30/2048 02009 3.060000000 274,288,000.0000 7,693,778.40 08/31/2015 12X4226 1226301 09/30/2049 02009 3.060000000 149,025,000.0000 4,180,151.25 08/31/2015 12X4226 1226301 09/30/2050 02009 3.060000000 44,774,000.0000 1,255,910.70 08/31/2015 12X4226 1226301 09/30/2046 02010 2.840000400 258,044,950.0000 6,717,771.14 08/31/2015 12X4226 1226301 09/30/2047 02010 2.840000400 532,002,000.0000 13,849,787.35 08/31/2015 12X4226 1226301 09/30/2048 02010 2.840000400 566,190,000.0000 14,739,815.08 08/31/2015 12X4226 1226301 09/30/2049 02010 2.840000400 295,942,000.0000 7,704,357.82 08/31/2015 12X4226 1226301 09/30/2050 02010 2.840000400 201,770,000.0000 5,252,746.41 08/31/2015 12X4226 1226301 09/30/2047 02011 3.150000000 146,908,402.0000 4,241,980.11 08/31/2015 12X4226 1226301 09/30/2048 02011 3.150000000 254,395,000.0000 7,345,655.63 08/31/2015 12X4226 1226301 09/30/2049 02011 3.150000000 183,380,000.0000 5,295,097.50 08/31/2015 12X4226 1226301 09/30/2050 02011 3.150000000 140,190,000.0000 4,047,986.25 08/31/2015 12X4226 1226301 09/30/2047 02012 3.350001600 8,175,000.0000 251,040.74 08/31/2015 12X4226 1226301 09/30/2048 02012 3.350001600 100,458,000.0000 3,084,899.22 08/31/2015 12X4226 1226301 09/30/2049 02012 3.350001600 175,747,000.0000 5,396,900.04 08/31/2015 12X4226 1226301 09/30/2050 02012 3.350001600 259,359,000.0000 7,964,486.43 08/31/2015 12X4226 1226301 09/30/2048 02013 3.430000800 5,207,000.0000 163,716.80 08/31/2015 12X4226 1226301 09/30/2049 02013 3.430000800 85,943,000.0000 2,702,191.79 08/31/2015 12X4226 1226301 09/30/2050 02013 3.430000800 209,196,000.0000 6,577,472.43 08/31/2015 12X4226 1226301 09/30/2049 02014 2.570000400 8,928,000.0000 210,328.83 08/31/2015 12X4226 1226301 09/30/2050 02014 2.570000400 104,377,000.0000 2,458,948.54 08/31/2015 12X4226 1226301 09/30/2050 02015 2.570000400 54,908,000.0000 1,293,541.17 08/31/2015 ------------------------ ---------------------- 12,719,644,438.0000 489,195,398.26 ======================== ====================== 12,719,644,438.0000 489,195,398.26 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2022 01999 04/13/2015 INT + 0.0000 585,809.92 480023 1226301 09/30/2030 01992 04/13/2015 INT + 0.0000 613,210.04 480005 1226301 09/30/2031 01993 04/13/2015 INT + 0.0000 156,124.26 480007 1226301 09/30/2032 01993 04/13/2015 INT + 0.0000 229,679.96 480009 1226301 09/30/2032 01994 04/13/2015 INT + 0.0000 899,140.05 480011 1226301 09/30/2032 01995 04/13/2015 INT + 0.0000 554,500.96 480013 1226301 09/30/2033 01995 04/13/2015 INT + 0.0000 478,879.94 480015 1226301 09/30/2033 01996 04/13/2015 INT + 0.0000 641,650.04 480017 1226301 09/30/2034 01997 04/13/2015 INT + 0.0000 934,650.00 480019 1226301 09/30/2036 02000 04/13/2015 INT + 0.0000 148,876.22 479973 1226301 09/30/2037 02000 04/13/2015 INT + 0.0000 585,360.17 479975 1226301 09/30/2038 02001 04/13/2015 INT + 0.0000 712,500.06 479977 1226301 09/30/2039 02002 04/13/2015 INT + 0.0000 922,019.70 479979 1226301 09/30/2040 01998 04/13/2015 INT + 0.0000 686,184.95 480021 1226301 09/30/2040 02003 04/13/2015 INT + 0.0000 580,719.90 479981 1226301 09/30/2041 02004 04/13/2015 INT + 0.0000 607,355.10 479983 1226301 09/30/2042 02005 04/13/2015 INT + 0.0000 962,760.34 479985 1226301 09/30/2042 02006 04/13/2015 INT + 0.0000 739,970.27 479987 1226301 09/30/2043 02007 04/13/2015 INT + 0.0000 823,335.25 479989 1226301 09/30/2044 02008 04/13/2015 INT + 0.0000 15,912.34 479991 1226301 09/30/2045 02008 04/13/2015 INT + 0.0000 613,890.00 479993 1226301 09/30/2045 02009 04/13/2015 INT + 0.0000 365,670.00 479995 1226301 09/30/2046 02010 04/13/2015 INT + 0.0000 460,080.06 479997 1226301 09/30/2047 02011 04/13/2015 INT + 0.0000 258,300.00 479999 1226301 09/30/2048 02013 04/13/2015 INT + 0.0000 61,740.01 480001 1226301 09/30/2049 02014 04/13/2015 INT + 0.0000 140,065.02 480003 ------------------------ ---------------------- 0.0000 13,778,384.56 ======================== ====================== 0.0000 13,778,384.56